MatrixXd X = MatrixXd::Random(4,4); MatrixXd A = X * X.transpose(); cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl; SelfAdjointEigenSolver<MatrixXd> es(A); MatrixXd sqrtA = es.operatorSqrt(); cout << "The square root of A is: " << endl << sqrtA << endl; cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl;